C·Citigroup Inc.

Realized volatility (21d)

27.6% 67th pct

Below its peak

-15.6%

vs 200-day average

-2.6%

Up days (1y)

54%

Citigroup Inc. is currently running 27.6% annualised volatility over the last 21 sessions. Measured against C's own 13 years of daily returns rather than a market-wide average, that is the 67th percentile — a little above its own norm, against a typical reading of 23.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

C is trading -15.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.8%, and the deepest was -55.6% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -2.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 33rd percentile — close to the gap it normally carries. Over the past year C closed higher on 54% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, C finished the month higher 7 of 14 times, with a median return of +0.8% and an average of +0.6%. Its strongest month historically has been November at +6.5% on average, its weakest March at -4.5%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: C has opened more than 2% away from the prior close in 50 of 3,269 sessions (1.5% of the time), with the largest gaps running +8.1% and -5.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 4 dated reports on file, C moved an average of 2.1% in the session after earnings, closing higher 3 of those 4 times, with a median move of +0.9% and a largest of +4.5%.

All figures computed from 3,270 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against C's own 13-year history, not a peer group or index.